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Morgan Stanley Call 75 AAP 21.03..../  DE000MB74LB8  /

Stuttgart
2024-06-28  10:16:37 AM Chg.-0.020 Bid2024-06-28 Ask2024-06-28 Underlying Strike price Expiration date Option type
0.620EUR -3.13% 0.620
Bid Size: 5,000		 0.650
Ask Size: 5,000		 Advance Auto Parts 75.00 - 2025-03-21 Call
 

Master data

WKN: MB74LB
Issuer: Morgan Stanley
Currency: EUR
Underlying: Advance Auto Parts
Type: Warrant
Option type: Call
Strike price: 75.00 -
Maturity: 2025-03-21
Issue date: 2023-06-07
Last trading day: 2025-03-21
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.87
Leverage: Yes

Calculated values

Fair value: 0.31
Intrinsic value: 0.00
Implied volatility: 0.57
Historic volatility: 0.38
Parity: -1.64
Time value: 0.66
Break-even: 81.60
Moneyness: 0.78
Premium: 0.39
Premium p.a.: 0.58
Spread abs.: 0.03
Spread %: 4.76%
Delta: 0.42
Theta: -0.02
Omega: 3.68
Rho: 0.13
 

Quote data

Open: 0.620
High: 0.620
Low: 0.620
Previous Close: 0.640
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -20.51%
1 Month
  -42.59%
3 Months
  -70.75%
YTD
  -39.81%
1 Year
  -55.71%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.780 0.610
1M High / 1M Low: 1.080 0.610
6M High / 6M Low: 2.220 0.610
High (YTD): 2024-03-21 2.220
Low (YTD): 2024-06-26 0.610
52W High: 2024-03-21 2.220
52W Low: 2023-10-24 0.520
Avg. price 1W:   0.686
Avg. volume 1W:   0.000
Avg. price 1M:   0.760
Avg. volume 1M:   0.000
Avg. price 6M:   1.248
Avg. volume 6M:   0.000
Avg. price 1Y:   1.157
Avg. volume 1Y:   0.000
Volatility 1M:   193.26%
Volatility 6M:   119.19%
Volatility 1Y:   126.15%
Volatility 3Y:   -